V-Lab
V-Lab

Ilyang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:28.31% (-0.44%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ilyang Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.82063.55
α0.141110.94
β0.829948.43
γ1-0.0166-0.19
γ20.11220.86
γ3-0.2485-2.34
γ40.21252.01
γ5-0.0279-0.29
γ6-0.0631-0.68
γ7-0.0438-0.41
γ80.25741.89
γ9-0.3452-2.59
γ100.22423.04
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts